Aretha L. Teckentrup

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

K. A. Cliffe, Michael B. Giles, Robert Scheichl et al. · Computing and Visualization in Science · 2011 · 506 citations

Numerical Analysis, Engineering, Physics +10

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles et al. · Numerische Mathematik · 2013 · 204 citations

Numerical Analysis, Further Analysis, Engineering +11

Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

Julia Charrier, Robert Scheichl, Aretha L. Teckentrup · SIAM Journal on Numerical Analysis · 2013 · 197 citations

Numerical Analysis, Engineering, Variational Analysis +17

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

Tim Dodwell, C. Ketelsen, Robert Scheichl et al. · SIAM/ASA Journal on Uncertainty Quantification · 2015 · 134 citations · Full text

Numerical Analysis, Engineering, Data Science +15

A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data

Aretha L. Teckentrup, Peter Jantsch, Clayton Webster et al. · SIAM/ASA Journal on Uncertainty Quantification · 2015 · 103 citations · Full text

Numerical Analysis, Engineering, Stochastic Phenomenon +21